Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
950.25 |
965.00 |
14.75 |
1.6% |
937.00 |
High |
976.50 |
979.00 |
2.50 |
0.3% |
979.00 |
Low |
948.75 |
962.50 |
13.75 |
1.4% |
933.75 |
Close |
969.00 |
977.75 |
8.75 |
0.9% |
977.75 |
Range |
27.75 |
16.50 |
-11.25 |
-40.5% |
45.25 |
ATR |
18.78 |
18.61 |
-0.16 |
-0.9% |
0.00 |
Volume |
2,049,033 |
2,299,971 |
250,938 |
12.2% |
9,342,150 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.50 |
1,016.75 |
986.75 |
|
R3 |
1,006.00 |
1,000.25 |
982.25 |
|
R2 |
989.50 |
989.50 |
980.75 |
|
R1 |
983.75 |
983.75 |
979.25 |
986.50 |
PP |
973.00 |
973.00 |
973.00 |
974.50 |
S1 |
967.25 |
967.25 |
976.25 |
970.00 |
S2 |
956.50 |
956.50 |
974.75 |
|
S3 |
940.00 |
950.75 |
973.25 |
|
S4 |
923.50 |
934.25 |
968.75 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.25 |
1,083.75 |
1,002.75 |
|
R3 |
1,054.00 |
1,038.50 |
990.25 |
|
R2 |
1,008.75 |
1,008.75 |
986.00 |
|
R1 |
993.25 |
993.25 |
982.00 |
1,001.00 |
PP |
963.50 |
963.50 |
963.50 |
967.50 |
S1 |
948.00 |
948.00 |
973.50 |
955.75 |
S2 |
918.25 |
918.25 |
969.50 |
|
S3 |
873.00 |
902.75 |
965.25 |
|
S4 |
827.75 |
857.50 |
952.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
979.00 |
933.75 |
45.25 |
4.6% |
18.00 |
1.8% |
97% |
True |
False |
1,868,430 |
10 |
979.00 |
865.50 |
113.50 |
11.6% |
18.75 |
1.9% |
99% |
True |
False |
1,961,123 |
20 |
979.00 |
865.25 |
113.75 |
11.6% |
17.75 |
1.8% |
99% |
True |
False |
1,901,954 |
40 |
979.00 |
865.25 |
113.75 |
11.6% |
18.75 |
1.9% |
99% |
True |
False |
1,459,960 |
60 |
979.00 |
859.00 |
120.00 |
12.3% |
19.75 |
2.0% |
99% |
True |
False |
975,778 |
80 |
979.00 |
776.00 |
203.00 |
20.8% |
21.00 |
2.1% |
99% |
True |
False |
732,667 |
100 |
979.00 |
662.00 |
317.00 |
32.4% |
22.50 |
2.3% |
100% |
True |
False |
586,255 |
120 |
979.00 |
662.00 |
317.00 |
32.4% |
22.50 |
2.3% |
100% |
True |
False |
488,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,049.00 |
2.618 |
1,022.25 |
1.618 |
1,005.75 |
1.000 |
995.50 |
0.618 |
989.25 |
HIGH |
979.00 |
0.618 |
972.75 |
0.500 |
970.75 |
0.382 |
968.75 |
LOW |
962.50 |
0.618 |
952.25 |
1.000 |
946.00 |
1.618 |
935.75 |
2.618 |
919.25 |
4.250 |
892.50 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
975.50 |
972.25 |
PP |
973.00 |
966.75 |
S1 |
970.75 |
961.25 |
|